+316.8%
APP vs URI
+255.7%
+61.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.4% | +15.1% | +12.5% |
| 7D | +4.5% | -4.3% | +8.9% | +6.3% |
| 30D | -3.6% | +4.6% | -8.2% | -5.8% |
| 3M | -35.3% | -2.1% | -33.1% | -35.2% |
| 6M | -42.8% | +21.9% | -64.7% | -48.8% |
| YTD | -59.7% | +39.7% | -99.4% | -67.9% |
| 1Y | -55.4% | +32.9% | -88.2% | -63.5% |
| 3Y | +592.0% | +155.8% | +436.2% | +278.7% |
| 5Y | +175.7% | +202.4% | -26.7% | +17.8% |
| All | +316.8% | +255.7% | +61.1% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling